This paper aims to replicate the semiparametric Value-At-Risk model by Dias (2014) and to test its legitimacy. The study confirms the superiority of semiparametric estimation over classical methods such as mixture normal and Student-t approximations in estimating tail distribution of portfolios,...

A meta-analysis is a tool for aggregating estimates of a similar "effect" across many studies. Publication bias is the phenomenon where literature is sample selected in favor of studies having statistically significant results and/or having estimates that satisfy pre-conceived expectations. A...

We replicate a flagship randomised control trial carried out in rural Morocco that showed substantial and significant impacts of microcredit on the assets, the outputs, the expenses and the profits of self-employment activities. The original results rely primarily on trimming, which is the...

This paper replicates the analysis in the paper “What Drives Natural Gas Prices?" by Stephen P.A. Brown and Mine K. Yücel. The replication confirms the results of that analysis: a long-run relationship existed between natural-gas prices and crude-oil prices during the period from June 1997 to...

We replicate and extend the analysis of the positive association between social media (Google searches and tweets) and the MTV program 16 and Pregnant recently published by Melissa Kearney and Phillip Levine (2015). We find that the relationship disappears or even turns negative when we include...